Abstract:
An alternative equilibrium stochastic dynamics for a Brownian particle in inhomogeneous space is derived. Such a dynamics models the motion of a complex molecule in its conformation space when in equilibrium with a uniform heat bath. It is shown that, the decoupling of the local damping coefficient and the non-local diffusivity holds the clue for deriving such a dynamics from microscopic models. This decoupling is essential for the motion of a Brownian particle in inhomogeneous space because diffusivity is a non-local quantity.

Abstract:
Nonergodicity observed in single-particle tracking experiments is usually modeled by transient trapping rather than spatial disorder. We introduce models of a particle diffusing in a medium consisting of regions with random sizes and random diffusivities. The particle is never trapped, but rather performs continuous Brownian motion with the local diffusion constant. Under simple assumptions on the distribution of the sizes and diffusivities, we find that the mean squared displacement displays subdiffusion due to non-ergodicity for both annealed and quenched disorder. The model is formulated as a walk continuous in both time and space, similar to the L\'{e}vy walk.

Abstract:
We revisit the problem of the overdamped (large friction) limit of the Brownian dynamics in an inhomogeneous medium characterized by a position-dependent friction coefficient and a multiplicative noise (local temperature) in one space dimension. Starting from the Kramers equation and analyzing it through the expansion in terms of eigenfunctions of a quantum harmonic oscillator, we derive analytically the corresponding Fokker-Planck equation in the overdamped limit. The result is fully consistent with the previous finding by Sancho, San Miguel, and D\"urr \cite{Sanc82}. Our method allows us to generalize the Brinkman's hierarchy, and thus it would be straightforward to obtain higher-order corrections in a systematic inverse friction expansion without any assumption. Our results are confirmed by numerical simulations for simple examples.

Abstract:
The Casimir effect in an inhomogeneous dielectric is investigated using Lifshitz's theory of electromagnetic vacuum energy. A permittivity function that depends continuously on one Cartesian coordinate is chosen, bounded on each side by homogeneous dielectrics. The result for the Casimir stress is infinite everywhere inside the inhomogeneous region, a divergence that does not occur for piece-wise homogeneous dielectrics with planar boundaries. A Casimir force per unit volume can be extracted from the infinite stress but it diverges on the boundaries between the inhomogeneous medium and the homogeneous dielectrics. An alternative regularization of the vacuum stress is considered that removes the contribution of the inhomogeneity over small distances, where macroscopic electromagnetism is invalid. The alternative regularization yields a finite Casimir stress inside the inhomogeneous region, but the stress and force per unit volume diverge on the boundaries with the homogeneous dielectrics. The case of inhomogeneous dielectrics with planar boundaries thus falls outside the current understanding of the Casimir effect.

Abstract:
At the beginning of last century, Gerlach and Lehrer observed the rotational Brownian motion of a very fine wire immersed in an equilibrium environment, a gas. This simple experiment eventually permitted the full development of one of the most important ideas of equilibrium statistical mechanics: the very complicated many-particle problem of a large number of molecules colliding with the wire, can be represented by two macroscopic parameters only, namely viscosity and the temperature. Can this idea, mathematically developed in the so-called Langevin model and the fluctuation-dissipation theorem be used to describe systems that are far from equilibrium? Here we address the question and reproduce the Gerlach and Lehrer experiment in an archetype non-equilibrium system, by immersing a sensitive torsion oscillator in a granular system of millimetre-size grains, fluidized by strong external vibrations. The vibro-fluidized granular medium is a driven environment, with continuous injection and dissipation of energy, and the immersed oscillator can be seen as analogous to an elastically bound Brownian particle. We show, by measuring the noise and the susceptibility, that the experiment can be treated, in first approximation, with the same formalism as in the equilibrium case, giving experimental access to a ''granular viscosity'' and an ''effective temperature'', however anisotropic and inhomogeneous, and yielding the surprising result that the vibro-fluidized granular matter behaves as a ''thermal'' bath satisfying a fluctuation-dissipation relation.

Abstract:
Nonlinear stochastic differential equations generating signals with 1/f spectrum have been used so far to describe socio-economical systems. In this paper we consider the motion of a Brownian particle in an inhomogeneous environment such that the motion can be described by the equation yielding 1/f spectrum in a broad range of frequencies. The inhomogeneous environment can be a result, for example, of a linear potential affecting the Brownian particle together with the medium where steady state heat transfer is present due to the difference of temperatures at the ends of the medium. The correlation of collisions between the Brownian particle and the surrounding molecules can lead to the situation where the finite correlation time becomes important, thus we have investigated the effect of colored noise in our model. Existence of colored noise leads to the additional restriction of the diffusion and exponential cut-off of the distribution of particle positions. Narrower power law part in the distribution of the particle positions results in the narrower range of frequencies where the spectrum has power law behavior.

Abstract:
This paper is devoted to the construction of a solution for the "Inhomogenous skew Brownian motion" equation, which first appeared in a seminal paper by Sophie Weinryb, and recently, studied by \'{E}tor\'e and Martinez. Our method is based on the use of the Balayage formula. At the end of this paper we study a limit theorem of solutions.

Abstract:
We provide an extension of a recent approach to study non-equilibrium thermodynamics [Phys. Rev. E 81, 051130 (2010), to be denoted by I in this work] to inhomogeneous systems by considering the latter to be composed of quasi-independent subsystems. The system {\Sigma} along with the (macroscopically extremely large) medium {\Sigma} forms an isolated system {\Sigma}_0. Starting from the Gibbsian formulation of the entropy for {\Sigma}_0, which is valid even when {\Sigma}_0 is out of equilibrium, we derive the Gibbsian formulation of the entropy of {\Sigma}, which need not be in equilibrium. The additivity of entropy requires quasi-independence of the subsystems, which limits the size of various subsystems. The thermodynamic potentials of subsystems such as the Gibbs free energy are determined by the field parameters (temperature, pressure, etc.) of the medium even if the latter may not exist for the subsystems. This and the requirement of quasi-independence make our approach different from the conventional approach due to de Groot and others. As the energy depends on the frame of reference, the thermodynamic potentials and Gibbs fundamental relation, but not the entropy, depend on the frame of reference. The possibility of relative motion between subsystems described by their net linear and angular momenta gives rise to viscous dissipation. Important consequences of internal equilibrium are discussed. Internal variables as variables that cannot be controlled by the observer for non-equilibrium evolution are also discussed. We finally formulate the non-equilibrium thermodynamics of inhomogeneous systems. We also briefly discuss the case when bodies form an isolated system without any medium to obtain their irreversible contributions and show that this case is no different than when bodies are in an extremely large medium.

Abstract:
We study a model of Brownian particles which are pumped with energy by means of a non-linear friction function, for which different types are discussed. A suitable expression for a non-linear, velocity-dependent friction function is derived by considering an internal energy depot of the Brownian particles. In this case, the friction function describes the pumping of energy in the range of small velocities, while in the range of large velocities the known limit of dissipative friction is reached. In order to investigate the influence of additional energy supply, we discuss the velocity distribution function for different cases. Analytical solutions of the corresponding Fokker-Planck equation in 2d are presented and compared with computer simulations. Different to the case of passive Brownian motion, we find several new features of the dynamics, such as the formation of limit cycles in the four-dimensional phase-space, a large mean squared displacement which increases quadratically with the energy supply, or non-equilibrium velocity distributions with crater-like form. Further, we point to some generalizations and possible applications of the model.

Abstract:
The stationary distribution function of Brownian particles in a nonequilibrium dusty plasma is calculated with regard to electron and ion absorption by grains. The distribution is shown to be considerably different from the distribution function of ordinary Brownian particles in thermal equilibrium. A criterion for the grain-structure formation in a nonequilibrium dusty plasma is derived.